Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585648.7096 | 555988.5283 | 29660.1813 | -1142999.0276 | 502363.3323 | -1645362.3599 |
Total P&L (%) | 585.6487 | 555.9885 | 29.6602 | -1142.999 | 502.3633 | -1645.3624 |
Avg Daily Profit (%) | 0.3028 | 0.2874 | 0.0153 | 0 | 0.0929 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177713 | -63611 | -159998 | -2328678 | -667582 | -2045686 |
Profit Factor | 2.0332 | 3.4241 | 1.0879 | 0.7954 | 1.2431 | 0.5326 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 13 | 15 | 33 | 19 | 14 |
Losing Trades | 33 | 18 | 15 | 28 | 12 | 16 |
Profitability (%) | 45.9016 | 41.9355 | 50 | 54.0984 | 61.2903 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3962 | 4.741 | 1.0879 | 0.6749 | 0.7851 | 0.6087 |
Largest Winning Trade | 459283 | 459283 | 58835 | 438315 | 438315 | 330990 |
Largest Losing Trade | -154251 | -42872 | -154251 | -731080 | -611880 | -731080 |
Avg Bars in Trades | 93 | 71 | 115 | 93 | 71 | 115 |
Avg Bars in Winners | 142 | 103 | 176 | 58 | 54 | 63 |
Avg Bars in Losers | 51 | 49 | 55 | 134 | 98 | 161 |
Bars Traded | 5703 | 2226 | 3477 | 5703 | 2226 | 3477 |
Profit Streak | 0 | 0 | 0 | 152.328 | 276.9946 | 152.328 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154813 | 437661 | -299404 | -744834 | -67712 | -581158 |
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{ "first_band": { "type": "ema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.62009 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.62009 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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